You can make a request in the New Feature Requests section of the LW forum section.
Actually with LW 4.12 & higher, the incompletes will continue from their previous state should anything happen such as LW crashing, system crash, not closing LW down properly before shutting down, etc. So there's no longer any issue there.
If you were using a mac, with applescript you can automate copying of the downld prefs folder. Somebody already did it & it's been posted on the forums. See apple version here Utility that backs up lw's downloads.dat/bak files automatically for mac os x here